Minimum variance portfolio optimization in the spiked covariance model - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Liusha Yang, Romain Couillet, Matthew R. McKay. Minimum variance portfolio optimization in the spiked covariance model. In 6th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2015, Cancun, Mexico, December 13-16, 2015. pages 13-16, IEEE, 2015. [doi]

This author has not been identified. Look up 'Liusha Yang' in GoogleThis author has not been identified. Look up 'Romain Couillet' in GoogleThis author has not been identified. Look up 'Matthew R. McKay' in Google

runs on WebDSL